City’s very fine road going west (5)
I believe the answer is:
sofia
'city's' is the definition.
(Sofia is an example)
'very fine road going west' is the wordplay.
'very' becomes 'so' (I've seen this in other clues).
'fine' becomes 'f' (abbreviation).
'road' becomes 'ai' (I've seen this in other clues).
'going west' says the letters should be written backwards.
'ai' reversed gives 'ia'.
'so'+'f'+'ia'='SOFIA'
(Other definitions for sofia that I've seen before include "European city" , "capital place" , "Bulgarian city" , "capital city" , "seat of government" .)